+35.4%
CMS vs FN
+212.0%
-176.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.2% |
| 7D | -1.1% | +8.0% | -9.1% | -1.1% |
| 30D | +6.6% | -19.1% | +25.7% | +6.7% |
| 3M | +0.8% | -29.8% | +30.6% | +1.0% |
| 6M | -3.3% | -43.2% | +39.9% | -3.0% |
| YTD | +2.7% | -18.9% | +21.7% | +2.6% |
| 1Y | -4.0% | -17.9% | +13.9% | -4.2% |
| 3Y | +37.6% | +120.1% | -82.5% | +31.8% |
| 5Y | +35.4% | +206.7% | -171.2% | +23.9% |
| All | +35.4% | +212.0% | -176.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling